Simple moving average

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Simple moving average

The mean, calculated at any time over a past period of fixed length.

Simple Moving Average

The average price of a security calculated by adding closing prices from the most recent trading days (for example, the last 10 days) and dividing by the number of trading days considered (in this case, 10). A simple moving average is easy to calculate and provides a quick look at a security's short-term trend. See also: Exponential moving average.

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51 looking like very stubborn support, but the daily timeframe points to the GBPUSD strictly abiding to its Simple Moving Averages (SMA).

MARKETS: GBPUSD tops 1.53 before BoE decision

It comprises a customisable set of more than 60 equity derived data fields such as Average Daily Volume, Simple Moving Averages, Alpha, Beta, and R-squared.

Exchange Data International Launches Its Equity Analytics Data Service

Most popular linear dependencies are simple moving averages, exponential moving averages and linear regression.

We use such forecasting tools: Simple Moving Average (SMA), Multiple regression and several structures of MLP (learning algorithm is back-propagation) in order to make daily and monthly predictions for the actual value and the movement of the index.

The prediction using Simple Moving Average (SMA) is done under assumption, that forecasted value of the fifth period is equal to the average of last four periods:

The accuracy of forecasting future daily values was evaluated by traditional multiple regression, simple moving average and 12 MLP models containing different structures and transfer functions.

As the results reveal, the simple moving average was the least accurate forecasting technique for future daily values.

In this case MLP model outperformed both traditional multiple regression and simple moving average methods.

Forecasting OMX Vilnius stock index--a neural network approach/OMX Vilnius akciju indekso prognozavimas naudojant dirbtinius neuronu tinklus